IDEAS home Printed from https://ideas.repec.org/a/spr/stpapr/v54y2013i3p591-603.html
   My bibliography  Save this article

Large and moderate deviations in testing Rayleigh diffusion model

Author

Listed:
  • Nenghui Kuang
  • Huantian Xie

Abstract

This paper studies hypothesis testing in Rayleigh diffusion processes. With the help of large and moderate deviations for the log-likelihood ratio process, we give the negative regions and obtain the decay rates of the error probabilities. Copyright Springer-Verlag 2013

Suggested Citation

  • Nenghui Kuang & Huantian Xie, 2013. "Large and moderate deviations in testing Rayleigh diffusion model," Statistical Papers, Springer, vol. 54(3), pages 591-603, August.
    • Handle: RePEc:spr:stpapr:v:54:y:2013:i:3:p:591-603
    DOI: 10.1007/s00362-012-0450-5
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s00362-012-0450-5
    Download Restriction: Access to full text is restricted to subscribers.
    File URL: https://libkey.io/10.1007/s00362-012-0450-5?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Gutiérrez, R. & Gutiérrez-Sánchez, R. & Nafidi, A., 2008. "Trend analysis and computational statistical estimation in a stochastic Rayleigh model: Simulation and application," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(2), pages 209-217.
    2. Pavel Gapeev & Uwe Küchler, 2008. "On large deviations in testing Ornstein–Uhlenbeck-type models," Statistical Inference for Stochastic Processes, Springer, vol. 11(2), pages 143-155, June.
    3. Hamzeh Torabi & Javad Behboodian, 2007. "Likelihood ratio tests for fuzzy hypotheses testing," Statistical Papers, Springer, vol. 48(3), pages 509-522, September.
    4. Zhao, Shoujiang & Gao, Fuqing, 2010. "Large deviations in testing Jacobi model," Statistics & Probability Letters, Elsevier, vol. 80(1), pages 34-41, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hui Jiang & Jin Shao & Qingshan Yang, 2021. "Sharp large deviations for a class of normalized L-statistics and applications," Statistical Papers, Springer, vol. 62(2), pages 721-744, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhao, Shoujiang & Zhou, Yanping, 2013. "Sharp large deviations for the log-likelihood ratio of an α-Brownian bridge," Statistics & Probability Letters, Elsevier, vol. 83(12), pages 2750-2758.
    2. Gutiérrez-Sánchez, R. & Nafidi, A. & Pascual, A. & Ramos-Ábalos, E., 2011. "Three parameter gamma-type growth curve, using a stochastic gamma diffusion model: Computational statistical aspects and simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(2), pages 234-243.
    3. Abbas Parchami & S. Taheri & Mashaallah Mashinchi, 2012. "Testing fuzzy hypotheses based on vague observations: a p-value approach," Statistical Papers, Springer, vol. 53(2), pages 469-484, May.
    4. Bercu, Bernard & Richou, Adrien, 2017. "Large deviations for the Ornstein–Uhlenbeck process without tears," Statistics & Probability Letters, Elsevier, vol. 123(C), pages 45-55.
    5. Zhao, Shoujiang & Gao, Fuqing, 2010. "Large deviations in testing Jacobi model," Statistics & Probability Letters, Elsevier, vol. 80(1), pages 34-41, January.
    6. Cialenco, Igor & Xu, Liaosha, 2015. "Hypothesis testing for stochastic PDEs driven by additive noise," Stochastic Processes and their Applications, Elsevier, vol. 125(3), pages 819-866.
    7. Ahmed Nafidi & Meriem Bahij & Ramón Gutiérrez-Sánchez & Boujemâa Achchab, 2020. "Two-Parameter Stochastic Weibull Diffusion Model: Statistical Inference and Application to Real Modeling Example," Mathematics, MDPI, vol. 8(2), pages 1-11, January.
    8. Abbas Parchami & S. Mahmoud Taheri & Reinhard Viertl & Mashaallah Mashinchi, 2018. "Minimax test for fuzzy hypotheses," Statistical Papers, Springer, vol. 59(4), pages 1623-1648, December.
    9. Inder Tecuapetla-Gómez & Michael Nussbaum, 2012. "On large deviations in testing simple hypotheses for locally stationary Gaussian processes," Statistical Inference for Stochastic Processes, Springer, vol. 15(3), pages 225-239, October.
    10. Shima Yosefi & Mohsen Arefi & Mohammad Ghasem Akbari, 2016. "A new approach for testing fuzzy hypotheses based on likelihood ratio statistic," Statistical Papers, Springer, vol. 57(3), pages 665-688, September.
    11. Nataliya Chukhrova & Arne Johannssen, 2020. "Randomized versus non-randomized hypergeometric hypothesis testing with crisp and fuzzy hypotheses," Statistical Papers, Springer, vol. 61(6), pages 2605-2641, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:stpapr:v:54:y:2013:i:3:p:591-603. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.